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Date: 5-29-2013   Visits: 668 How Technology Turns Stress Testing from a Compliance Challenge to a Competitive AdvantageAs regulators demand more detailed stress testing from banks, modernizing loan valuation systems and breaking down organizational silos can aid in compliance and risk management....
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Date: 5-26-2013   Visits: 624 Stress Testing and Data CollectionSourcing and updating adequate data is one of the most crucial aspects of developing and maintaining a reliable stress testing process. The ability to incorporate updated and relevant data for the str...
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Date: 5-25-2013   Visits: 546 Risk Measurement on Forward Curves: Value at RiskThis work (that actually is the main part of my recent internship experience) was motivated by references to risk management of futures portofolios in various multifactor commodity models related pape...
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Date: 5-23-2013   Visits: 540 Surviving in a Fat-Tail WorldOne thing is for certain: to survive in a fat-tail world, relying on traditional concepts of probability or risk management is pure folly, according to Nassim Taleb. Our models structurally underestim...
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Date: 5-19-2013   Visits: 1032 The Risks of Oversimplifying Stress Test ModelsOne of the objections we've heard from banks' internal and external validators and the Federal Reserve during the last Comprehensive Capital Analysis and Review is that stress-testing models need to b...
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Date: 5-18-2013   Visits: 668 EU supervisors to study banks' assets, delay stress testMay 16 (Reuters) - Supervisors across the European Union will examine the way that top banks classify and value loans and other assets to ensure that the stress tests they conduct do a better job of f...
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Date: 5-12-2013   Visits: 591 Professionalizing Risk Management To help avert another disaster, risk managers should be trained, licensed and regulated just like accountants, lawyers and actuaries.  ...
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Date: 5-11-2013   Visits: 610 Biggest challenges with stress testingSageworks polled 74 U.S. bankers to determine the biggest challenges that institutions have with starting or completing stress testing analysis in their institutions. The biggest obstacle to easy and ...
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Date: 5-11-2013   Visits: 678 Banks eye slashing market risk RWAsHaving succeeded in securing some savings by tweaking models or negotiating bilateral unwinds of particularly capital-intensive swaps, some of the more sophisticated institutions are now examining way...
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Date: 5-11-2013   Visits: 739 CCAR Stress Testing: The Devil Lies in The Data? So much has been written about the models being the source of all evils in the risk management space. Surely the breaking down of correlation matrices was responsible to a large extent in the er...
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Date: 5-5-2013   Visits: 791 Public Stress Tests ahead for UK BanksPublishable stress tests that could affect bonus and dividend payments are looming for UK banks now that regulators have enlisted the financial stability experts at the Bank of England to help them co...
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Date: 5-5-2013   Visits: 550 The State of Risk: 2013 Risk Practices SurveyIt may not be a surprise to most bankers, but keeping up with regulatory changes was cited as a top risk management challenge by 72 percent of risk officers and 69 percent of bank board members in a r...
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Date: 4-30-2013   Visits: 996 Joint Committee of the European Supervisory Authorities Issue Report on Risks to EU Financial StabilFirst report by the Joint Committee of the European Supervisory Authorities (ESAs) on cross-sectoral risks facing the EU financial system; Key risks facing EU financial markets include weak macroecon...
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Date: 4-29-2013   Visits: 742 Positional priorities: Crisis moves chief risk officers from supporting role to centre stageA decade ago, chief risk officer was the kind of job that many financial institutions considered nice to have rather than mission critical. In many groups, CRO was considered a backwater post that amb...
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Date: 4-29-2013   Visits: 487 Preparing for Form CPO-PQR & CTA-PRIncreased global regulation and the demand for more transparency have many private fund managers facing their most daunting reporting requirements to date. Both the Securities and Exchange Commission ...
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